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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+10.61%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
AUM
$3.31B
AUM Growth
+$1.44B
Cap. Flow
+$1.24B
Cap. Flow %
37.52%
Top 10 Hldgs %
18.03%
Holding
852
New
281
Increased
192
Reduced
135
Closed
244

Top Buys

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$68.4M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$61.8M
3
DIS icon
Walt Disney
DIS
+$45.6M
4
META icon
Meta Platforms (Facebook)
META
+$45.1M
5
CRM icon
Salesforce
CRM
+$43.2M

Top Sells

Rank Stock Value
1
AMGN icon
Amgen
AMGN
+$43M
2
JPM icon
JPMorgan Chase
JPM
+$42.9M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$36.3M
4
CELG
Celgene Corp
CELG
+$26.1M
5
BIIB icon
Biogen
BIIB
+$22.4M

Sector Composition

Rank Sector Weight
1 Technology 17.35%
2 Miscellaneous 15.33%
3 Healthcare 14.49%
4 Consumer Discretionary 12.68%
5 Communication Services 9.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NWL icon
426
Newell Brands
NWL
$2.4B
$1.13M 0.03%
+58,564
New +$1.13M
ALXN
427
DELISTED
Alexion Pharmaceuticals
ALXN
$1.12M 0.03%
+10,320
New +$1.1M
SIVB
428
DELISTED
SVB Financial Group
SIVB
$1.1M 0.03%
+4,392
New +$999K
TGI
429
DELISTED
Triumph Group
TGI
$1.1M 0.03%
+43,590
New +$1.08M
GNTX icon
430
Gentex
GNTX
$4.72B
$1.09M 0.03%
37,812
+28,750
+317% +$810K
HRB icon
431
H&R Block
HRB
$5.65B
$1.09M 0.03%
46,468
-113,524
-71% -$2.73M
RLJ icon
432
RLJ Lodging Trust
RLJ
$1.67B
$1.08M 0.03%
+61,197
New +$1.04M
WRLD icon
433
World Acceptance Corp
WRLD
$860M
$1.07M 0.03%
+12,377
New +$1.27M
ALGT icon
434
Allegiant Air
ALGT
$2.14B
$1.07M 0.03%
6,127
-809
-12% -$134K
VMRK
435
Vivmark Residential
VMRK
$50.8B
$1.06M 0.03%
+13,120
New +$1.12M
ST icon
436
Sensata Technologies
ST
$6.06B
$1.05M 0.03%
19,581
-40,885
-68% -$2.1M
KEX icon
437
Kirby Corp
KEX
$7.34B
$1.04M 0.03%
11,591
+1,580
+16% +$131K
RY icon
438
Royal Bank of Canada
RY
$283B
$1.03M 0.03%
13,051
-25,805
-66% -$2.08M
IJR icon
439
iShares Core S&P Small-Cap ETF
IJR
$106B
$1.03M 0.03%
+12,273
New +$987K
SF
440
Stifel
SF
$11.6B
$1.01M 0.03%
37,352
+23,800
+176% +$622K
CHRD icon
441
Chord Energy
CHRD
$8.59B
$983K 0.03%
+301,812
New +$864K
HA
442
DELISTED
Hawaiian Holdings, Inc.
HA
$967K 0.03%
33,025
-3,054
-8% -$89.3K
EV
443
DELISTED
Eaton Vance Corp.
EV
$965K 0.03%
20,678
+14,516
+236% +$671K
VAL
444
DELISTED
Valaris plc Class A Ordinary Share
VAL
$961K 0.03%
146,547
+40,854
+39% +$199K
KSU
445
DELISTED
Kansas City Southern
KSU
$960K 0.03%
6,273
-54,332
-90% -$7.97M
JEF icon
446
Jefferies Financial Group
JEF
$11.3B
$959K 0.03%
+46,961
New +$888K
RHP icon
447
Ryman Hospitality Properties
RHP
$8.33B
$956K 0.03%
+11,041
New +$949K
GTLS
448
DELISTED
Chart Industries
GTLS
$948K 0.03%
+14,057
New +$822K
GNW icon
449
Genworth Financial
GNW
$3.78B
$939K 0.03%
+213,454
New +$897K
BIO icon
450
Bio-Rad Laboratories Class A
BIO
$10.1B
$918K 0.03%
+2,481
New +$875K
16 17
18
19 20

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

Quantitative Investment Management's Q4 2019 Portfolio in Review

As of Q4 2019, Quantitative Investment Management held 852 positions worth $3.31B, up 77% from $1.87B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

Quantitative Investment Management deployed $1.24B of net new capital in Q4 2019, opening 281 new positions and adding to 192 existing holdings. Its largest new stake was Meta Platforms (Facebook): 232,923 shares worth $47.8M.

By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 11% a quarter earlier, followed by Miscellaneous and Healthcare.

On the sell side, the largest reduction was Lowe's Companies, an estimated $22M trimmed.

  • Quantitative Investment Management's largest Q4 2019 buy was Meta Platforms (Facebook): 232,923 shares worth $47.8M.
  • Quantitative Investment Management added most to iShares MSCI Emerging Markets ETF in Q4 2019, an estimated $68.4M increase.
  • Quantitative Investment Management's biggest Q4 2019 reduction was Lowe's Companies, cutting an estimated $22M.
  • Quantitative Investment Management fully exited Amgen in Q4 2019, selling an estimated $43M.
  • Quantitative Investment Management's ten largest holdings make up 18% of its $3.31B portfolio in Q4 2019.
  • Quantitative Investment Management opened 281 new positions and closed 244 in Q4 2019.
  • Quantitative Investment Management's portfolio value rose 77% quarter-over-quarter to $3.31B.

Based on Quantitative Investment Management's 13F filing for Q4 2019, filed 14 Feb 2020.